Category: Markets

19 Sep 2019

Hogs=one confused market

A few months back we were talking about the “Hogdiculous” market moves created by the African Swine Flu and sending the Hog market into a frenzy. ASF is highly contagious –as in if 1 or 2 of your pigs shows symptoms, you’ll have to get rid of your whole lot kind of contagious – and […]

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16 Sep 2019

Crude Traders…. Remember the Middle East?

Like a Fresh Prince of Bel Air flashback from the early 1990s, middle east violence and geopolitical fears shot back into commodity traders’ lexicon yesterday – with Oil spiking nearly 20% on news there was a coordinated drone attack against Saudi Arabia’s oil infrastructure. The fantastical headlines by the likes of CNBC followed shortly after: […]

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11 Sep 2019

August Performance Snapshot

We field a bunch of calls at the start of each month asking how that hedge fund, this emerging manager, and that mutual fund did last month, and thought to simplify things for you with this categorized list of different alternative investment performance for the month gone by. Check out the August performance snapshot below:  […]

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05 Sep 2019

We’re back baby

It’s hard to concentrate too hard in Chicago today, you know – with the Bears and Packers facing off for the 195th time at Soldier Field tonight and the NFL taking over half the city in the hours-long buildup. If you want to talk a good long term investment, Halas bought the Bears for about […]

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03 Sep 2019
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: August 2019

Look who’s up there enjoying the double party after a strong August. It’s Managed futures turning in the negatively correlated performance people yearn for in a bumpy month for stocks. US real estate continues to go bonkers, while commodities and bonds are perhaps the biggest surprise YTD near 10% gains. Hedge Funds, meanwhile, continue to […]

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22 Aug 2019

A different angle to the China story

While everyone is talking about the risks in China, with them ratcheting up stakes in the trade war with a Yuan devaluation, and threatening troops in Hong Kong to squash protests, many in the quant space are busy analyzing the Chinese markets for investment opportunities. Now, we’re not talking about picking the next Tencent IPO […]

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08 Aug 2019

August shall now be called VIXust

What a way to get August going.  First, we had this happening last Thursday = Since Trump announced his China tariffs, the markets have plummeted https://t.co/uVHztmpL5o pic.twitter.com/OAkOPIpwD3 — David Nir (@DavidNir) August 1, 2019 That left us down about -1%. Then, there was a little more of the same  on Friday, although nobody on Wall […]

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02 Jul 2019

Asset Class Scoreboard: June 2019

It’s like someone put a mirror between asset classes in May and June – with most asset classes performing nearly the exact opposite side of their percentage from the month before. Low volatility continues to persist (as we had suggested at the beginning of the year) bringing in big positives across the board after the […]

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26 Jun 2019

Up is down, forwards is backwards, Alpha is Beta

The good folks over at Transtrend (the 12th largest managed futures program in our top 100 managers infographic) are out with a new research piece via the CME that throws the whole Alpha concept out the window. They agree with the classical definition of Alpha as the amount of return not explained by the chosen […]

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